+18.2%
EWZ vs SU
+127.0%
-108.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +1.3% | -10.2% | +11.5% | +3.5% |
| 30D | -26.2% | -6.2% | -20.0% | -25.4% |
| 3M | -8.6% | +8.7% | -17.3% | -10.9% |
| 6M | -17.0% | +7.2% | -24.3% | -19.1% |
| YTD | +2.2% | +55.9% | -53.8% | -11.8% |
| 1Y | +2.7% | +60.4% | -57.7% | -12.1% |
| 3Y | +18.2% | +125.2% | -107.0% | -10.3% |
| All | +18.2% | +127.0% | -108.8% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling